Fact sheet: Pimco GIS Gbl Adv RRt

Fund information
Fund name
Pimco GIS Global Advantage Real Return E Acc USD
Fund manager company
PIMCO Global Advisors(IRL) Ltd
Fund type
No data available.
Fund managers
  • Nic Johnsonsince 30/09/2015
  • Mihir Worahsince 28/07/2011
  • Jeremie Banetsince 30/09/2015
Fund objective
The Global Advantage Real Return Strategy Fund is an actively managed portfolio of intermediate duration, global inflation-linked bonds benchmarked to the GDP weighted PIMCO Global Advantage Inflation-Linked Bond Index. The fund invests in inflation-linked bonds issued by developed and emerging market sovereign issuers. The fund may also have limited tactical holdings, including nominal government, mortgage, corporate or money market securities.
Benchmark
  • PIMCO Global Advantage Inflation-Linked Bond Index (USD Unhedged)
Investment style
Active
Investment method
Fixed Interest
Quick stats
1 Year return
1.3%
1 Year rank in sector
224/295
Sector
FO Fixed Int - Global
Yield
-
Ongoing charge (OCF)
?A fund’s ongoing charges figure (OCF) is similar to the old-style total expense ratio. It reflects the annual charge to investors in the fund, in percentage terms, but does not include extra performance-related fees (where these are levied) or the fund’s trading expenses on its underlying investments.
1.59%
Fund size
£228m (£724m last year)
FE Risk score
?FE Risk Scores measure the riskiness of instruments relative to the FTSE 100 index of shares. Weekly volatility is measured over three years with recent behaviour counting more heavily than earlier behaviour. Cash-type investments will have scores close to zero. Funds will tend to have scores in the 0-150 range. The FTSE 100 is always scored at 100. There is no upper limit.
83
Top in this sector
Fund name1 Year
Capital Group GHIOL35.6%
Dodge & Cox Global Bond27.3%
HSBC GIF Gbl AsBk Bd24.3%
SKAGEN Tellus23.4%
Russell Gbl Bd23.4%
...more in FO Fixed Int - Global

Performance snapshot

Holdings snapshot

  • Money Market48%
    Mexico14.4%
    Japan11.4%
    USA9.4%
    South Africa8.7%
  • AAA28%
    A22%
    BBB22%
    AA17%
    A+7%
  • Money Market48%
    Mexican Fixed Interest14.4%
    Japanese Fixed Interest11.4%
    US Fixed Interest9.4%
    South African Fixed Interest8.7%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-4.4%-6.2%-2.9%1.3%-12.4%-
Sector-1.6%-2.1%0.7%3.5%6.2%13.7%
Rank within sector291 / 315279 / 312255 / 306224 / 295229 / 235-
Quartile4th4th4th4th4th
Calendar performance
 YTD - 20162015201420132012
Fund3%-13.4%-1.6%-11%-
Sector4.2%-1.6%3.7%-1.6%8.2%
Rank within sector160 / 298272 / 274212 / 235202 / 206-
Quartile3rd4th4th4th
Risk statistics
Alpha
?Alpha is a measure of a fund's over- or under-performance by comparison to its benchmark. If the Alpha is 5, the fund has outperformed its benchmark by 5%; so the greater the Alpha, the greater the outperformance.
-8.8
Beta
?Beta estimates a fund's volatility by comparison to that of its benchmark. A fund with a beta close to 1 means that the fund will move generally in line with the benchmark. Higher than 1 and the fund is more volatile than the benchmark and vice versa.
2.51
Sharpe
?This commonly-used measure calculates the level of return over and above the return of a notional risk-free investment, such as cash. The difference in returns is then divided by the fund's volatility. The resulting ratio is an indication of the amount of excess return generated per unit of risk.
-0.01
Volatility
?Volatility (or standard deviation), when applied to an investment fund, expresses its risk. It shows how widely a range of returns varied from the fund's average return over a particular period. For example, if a fund had an average return of 5%, and its volatility was 15, this would mean that the range of its returns over the period had swung between +20% and -10%.
8.97
Tracking error
?This measures the standard deviation of a fund's excess returns over the returns of an index or benchmark portfolio. As such, it can be an indication of 'riskiness' in the manager's investment style. A Tracking Error below 2 suggests a passive approach. At 3 and above the the manager will be deploying a more active investment style.
7.01
Information ratio
?This is a useful risk-adjusted measure of actively managed fund performance. It is calculated by deducting the returns of the fund's benchmark from the fund's overall returns, then dividing the result by its tracking error. The higher the Information Ratio the better. It is generally considered that a figure of 0.5 reflects a good performance, 0.75 very good, and 1.00 outstanding.
-0.92
R-Squared
?An indication of how closely correlated a fund is to an index or a benchmark. Values for R-Squared range between 0 and 1, with 0 indicating no correlation at all and 1 showing a perfect match. Values upwards of 0.7 suggest that the fund's behaviour is increasingly linked to its benchmark.
0.61
Price movement
52 week high8.41
52 week low7.34
Current bid price-
Current offer price-
Current mid price7.84
Region
1Money Market47.96%
2Mexico14.39%
3Japan11.42%
4USA9.42%
5South Africa8.66%
6Chile5.43%
7Colombia3.44%
8Germany3.4%
9Denmark3.16%
Industry sector
1AAA28%
2A22%
3BBB22%
4AA17%
5A+7%
6B2%
7BB2%
Asset type
1Money Market47.96%
2Mexican Fixed Interest14.39%
3Japanese Fixed Interest11.42%
4US Fixed Interest9.42%
5South African Fixed Interest8.66%
6Chilean Fixed Interest5.43%
7American Emerging Fixed Interest3.44%
8German Fixed Interest3.4%
9Danish Fixed Interest3.16%
Individual holdings
1U S TREASURY INFLATE PROT BD11.2%
2TREASURY 0.125% IDX GILT 22/03/24 GBP0.0110.1%
3JAPANESE GOVT BOND (ILB) #199.5%
4MEXICAN UDIBONOS I/L8.3%
5FNMA TBA 3.5% AUG 30YR7.3%
6TURKEY GOVERNMENT BOND I/L4.6%
7KOREA TREASURY ILB4.4%
8TREASURY 0.125% IDX LKD GILT 22/03/26 GBP0.013.7%
Management
Fund manager group
PIMCO Global Advisors(IRL)
Fund manager company
PIMCO Global Advisors(IRL) Ltd
Fund type
No data available.
Fund objective
The Global Advantage Real Return Strategy Fund is an actively managed portfolio of intermediate duration, global inflation-linked bonds benchmarked to the GDP weighted PIMCO Global Advantage Inflation-Linked Bond Index. The fund invests in inflation-linked bonds issued by developed and emerging market sovereign issuers. The fund may also have limited tactical holdings, including nominal government, mortgage, corporate or money market securities.
Benchmark
  • PIMCO Global Advantage Inflation-Linked Bond Index (USD Unhedged)
Investment style
Active
Investment method
Fixed Interest
Fund managers
NameSinceBiography
Nic Johnson30/09/2015Mr. Johnson is an executive vice president in the Newport Beach office and a portfolio manager focusing on commodities and multi-asset portfolios. He joined PIMCO in 2004 and managed the portfolio analyst group prior to joining the portfolio management team in 2007. He specializes in structural risk premiums as well as overall portfolio construction. In 2012 he co-authored “Intelligent Commodity Indexing,” published by McGraw-Hill. Prior to joining PIMCO in 2004, he worked at NASA's Jet Propulsion Laboratory, developing Mars missions and new methods of autonomous navigation. He has 10 years of investment experience and holds a master’s degree in financial mathematics from the University of Chicago and an undergraduate degree from California Polytechnic State University.
Mihir Worah28/07/2011Mr. Worah is a managing director in the Newport Beach office, a portfolio manager, and head of the real return portfolio management team. He was previously a member of the analytics team and worked on real and nominal term structure modeling and options pricing. Prior to joining PIMCO in 2001, he was a postdoctoral research associate at the University of California, Berkeley, and the Stanford Linear Accelerator Center, where he built models to explain the difference between matter and anti-matter. In 2012 he co-authored “Intelligent Commodity Indexing,” published by McGraw-Hill. He has 12 years of investment experience and holds a Ph.D. in theoretical physics from the University of Chicago. the University of Chicago.
Jeremie Banet30/09/2015Mr. Banet is an executive vice president in the Newport Beach office and a portfolio manager on the real return team. Prior to joining PIMCO in 2011, he traded inflation-linked investments at Nomura Fixed Income. Prior to that, he was with BNP Paribas, most recently as head of U.S. inflation trading. He has 16 years of investment and financial services experience and holds a master's degree in applied economics and an undergraduate degree from Paris IX Dauphine University.
Compliance
Transparent for Austrian Tax, Transparent for Swiss Tax, IA Recognised, Reporting Fund Status, UCITS IV Compliant, UCITS V Compliant, MAS Unrestricted Scheme
Domicile
No data available.
Fund for sale in
Austria, Belgium, Bahrain, Switzerland, Germany, Spain, Finland, France, United Kingdom, Ireland, Italy, Luxembourg, Netherlands, Offshore, Singapore, Sweden, United Arab Emirates
Pimco GIS Global Advantage Real Return E Acc USD
Initial charge5%
Annual charge1.59%
Min single investment£5,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.59%
Total expense ratio (TER)1.59%
Bid price-
Offer price-
Mid price7.84
CurrencyUSD
Price updated08/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeI8CK
Pimco GIS Global Advantage Real Return E Partially Hedged Acc EUR
Initial charge5%
Annual charge1.59%
Min single investment£5,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)1.59%
Total expense ratio (TER)1.59%
Bid price-
Offer price-
Mid price9.29
CurrencyEUR
Price updated08/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeI8CJ
Pimco GIS Global Advantage Real Return G Inst Partially Hedged Inc EUR
Initial charge5%
Annual charge0.69%
Min single investment£10,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.69%
Total expense ratio (TER)0.69%
Bid price-
Offer price-
Mid price10.13
CurrencyEUR
Price updated08/12/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeKNYT
Pimco GIS Global Advantage Real Return II Inst Partially Hedged Inc EUR
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.69%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price9.22
CurrencyEUR
Price updated08/12/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeMC8N
Pimco GIS Global Advantage Real Return Inst Partially Hedged Acc USD
Initial charge5%
Annual charge0.69%
Min single investment£10,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.69%
Total expense ratio (TER)0.69%
Bid price-
Offer price-
Mid price9.5714
CurrencyUSD
Price updated30/10/2015
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeK4IL
Pimco GIS Global Advantage Real Return Inst Partially Hedged CHF
Initial charge5%
Annual charge0.69%
Min single investment£10,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.69%
Total expense ratio (TER)0.69%
Bid price-
Offer price-
Mid price9.78
CurrencyCHF
Price updated08/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi code10CP
Pimco GIS Global Advantage Real Return Inst Partially Hedged EUR
Initial charge5%
Annual charge0.69%
Min single investment£10,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.69%
Total expense ratio (TER)0.69%
Bid price-
Offer price-
Mid price10.81
CurrencyEUR
Price updated08/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi code08OB
Pimco GIS Global Advantage Real Return Inst Partially Hedged Inc EUR
Initial charge5%
Annual charge0.69%
Min single investment£10,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.69%
Total expense ratio (TER)0.69%
Bid price-
Offer price-
Mid price8.77
CurrencyEUR
Price updated08/12/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeID7J
Pimco GIS Global Advantage Real Return Inst Partially Hedged Inc GBP
Initial charge5%
Annual charge0.69%
Min single investment£10,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.69%
Total expense ratio (TER)0.69%
Bid price-
Offer price-
Mid price9.67
CurrencyGBP
Price updated08/12/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi code0W68
Pimco GIS Global Advantage Real Return Inst USD
Initial charge5%
Annual charge0.69%
Min single investment£10,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.69%
Total expense ratio (TER)0.69%
Bid price-
Offer price-
Mid price8.65
CurrencyUSD
Price updated08/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi code08OA
Pimco GIS Global Advantage Real Return Z USD
Initial charge5%
Annual charge-
Min single investment£50,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price7.6
CurrencyUSD
Price updated08/12/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeGZMY
Data provided by

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